Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CV (Central Vermont Public Service Corp) | NA | 1.52% | 29.34% | 3.20% | 11.67% | 15.37% | 12.56% | … | … |
Data as of 06/27/2012, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CV (Central Vermont Public Service Corp) | 11/05/1987 | 06/27/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 1.52 | 29.34 | 3.20 | 11.67 | 15.37 | 12.56 | … | … | 1.87 | 66.02 | 9.78 | -8.59 | -19.49 | 34.98 | 36.59 | -18.80 | 3.37 | 34.49 | 15.10 | 44.70 | 29.72 | 19.04 | -21.16 | 49.81 | 4.18 | 14.51 | -19.96 | -0.74 | 30.57 | 56.30 | 17.65 | 56.76 | 48.04 | -11.72 |
| Sharpe Ratio | NA | 0.31 | 1.22 | 0.08 | 0.33 | NA | NA | … | … | 1.18 | 1.76 | 0.46 | -0.25 | -0.38 | 0.85 | 1.03 | -0.86 | 0.13 | 1.34 | 0.49 | 1.43 | 0.71 | 0.42 | -0.67 | -0.24 | 0.03 | 0.59 | -0.78 | -0.18 | 2.12 | 3.35 | 0.62 | 2.78 | 2.29 | -2.57 |
| Standard Deviation(%) | NA | 4.84 | 23.76 | 35.81 | 31.37 | NA | NA | … | … | 3.24 | 37.52 | 21.21 | 34.11 | 53.56 | 37.94 | 32.49 | 24.31 | 19.40 | 25.19 | 28.46 | 30.21 | 36.09 | 37.59 | 36.73 | 22.96 | 26.79 | 18.22 | 29.26 | 15.96 | 13.15 | 15.62 | 19.96 | 18.37 | 18.88 | 23.41 |
| Draw Down(%) | NA | 3.41 | 13.90 | 58.42 | 58.42 | NA | NA | … | … | 1.61 | 5.81 | 13.90 | 37.52 | 46.74 | 34.76 | 25.64 | 33.00 | 20.70 | 11.19 | 15.46 | 17.38 | 24.00 | 26.06 | 31.76 | 18.67 | 17.59 | 6.16 | 33.61 | 14.44 | 8.38 | 8.30 | 21.85 | 4.79 | 9.48 | 13.18 |
| Yield(%) | 0.00 | 2.58 | 5.03 | 2.52 | 5.17 | 10.06 | 5.35 | … | … | 1.31 | 4.09 | 4.36 | 3.80 | 2.99 | 3.88 | 4.92 | 4.01 | 3.87 | 4.79 | 5.21 | 7.18 | 8.63 | 9.61 | 6.86 | 9.45 | 8.10 | 8.72 | 10.81 | 6.40 | 7.39 | 9.86 | 10.08 | 12.70 | 14.75 | 0.00 |
Data as of 06/27/2012, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CV (Central Vermont Public Service Corp) |
-16.03%
Jun 2007 – Jun 2010 |
-1.15%
Mar 2004 – Mar 2009 |
7.65%
Feb 2001 – Feb 2011 |
8.96%
Apr 1994 – Apr 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CV (Central Vermont Public Service Corp) |
42.32%
Dec 1988 – Dec 1991 |
40.99%
Dec 1987 – Dec 1992 |
22.98%
Dec 1987 – Dec 1997 |
20.32%
Dec 1987 – Dec 2002 |
Annualized Rolling Returns Comparison Chart